Estimating the term premium by a Markov switching model with ARMA-GARCH errors (Q3574765)
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scientific article; zbMATH DE number 5729913
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| English | Estimating the term premium by a Markov switching model with ARMA-GARCH errors |
scientific article; zbMATH DE number 5729913 |
Statements
Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors (English)
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2 July 2010
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0.7654117345809937
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0.7535560131072998
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0.7533258199691772
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0.7179383039474487
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